+88.5%
MA vs CCL
+32.6%
+55.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.3% | -1.2% | +2.5% | +1.5% |
| 30D | +9.6% | +13.1% | -3.5% | +7.0% |
| 3M | +16.8% | +3.4% | +13.4% | +15.6% |
| 6M | +35.2% | +18.7% | +16.5% | +29.7% |
| YTD | +16.6% | -2.3% | +18.8% | +15.2% |
| 1Y | +19.8% | +14.2% | +5.6% | +14.5% |
| 3Y | +70.7% | +133.6% | -62.9% | +36.1% |
| All | +88.5% | +32.6% | +55.9% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling